Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts

Insurance: Mathematics and Economics

Volumn 39, Issue 3, 2006, Pages 310-329

  Melnikov, Alexander ^a   Romaniuk, Yulia ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

Author keywords

IB10; IM01; IM10; IM53; Mortality forecasting; Mortality model; Quantile hedging; Risk management; Stochastic modelling; Unit linked contracts

Indexed keywords

EID: 33750324297     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.02.012     Document Type: Article

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